Work

A note on harmonic continuation of characteristic function

Year: 2020

Type: preprint

Abstract: We propose a necessary and sufficient condition for a real-valued function on the real line to be a characteristic function of a probability measures. The statement is given in terms of harmonic functions and completely monotonic functions.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2009.04449

Author: Norvidas, Saulius

Institutions: Vilnius University, Vilnius College of Technologies and Design

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W3083940165

Cites: 3

Cited by:

Related to: 20